You know it's funny, because most people who like the character, including girls, tend to focus on the zany, unpredictable, and psychotically violent side of the character. Girls in particular seem to like her because they sort of wish they could be that way sometimes, they aren't focusing on the "bad relationships" aspect of the character. Harley is one of the first female comic characters to do that schtick, and has her own style.
I'll also point out that the strip shown above aside, Harley has changed a lot in the comics and is far more independent. She can be quite upbeat and amusing as a bad guy, especially when doing her own thing.
But yes it is true, having mental illness or brain damage (take this coming from someone with the latter) tends to be more pathetic than it is exciting or dangerous. That said I don't have any real problems with the way mental illness is portrayed in comic books and such, they aren't intended to be treatises on mental health. The only real problem I have with it is that while I like a lot of insane characters, insanity seems to be a justification for a lot of bad writers to not have to really think through the motives for their characters.
That said, tastes do vary.